Access Statistics for Ilya Archakov
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices | 0 | 0 | 0 | 19 | 2 | 2 | 8 | 38 |
| A Markov Chain Estimator of Multivariate Volatility from High Frequency Data | 0 | 0 | 0 | 146 | 1 | 1 | 12 | 248 |
| A Multivariate Realized GARCH Model | 0 | 0 | 1 | 41 | 2 | 3 | 36 | 132 |
| A New Method for Generating Random Correlation Matrices | 0 | 0 | 1 | 29 | 1 | 2 | 17 | 45 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 0 | 6 | 1 | 1 | 17 | 41 |
| Cluster GARCH | 0 | 0 | 2 | 16 | 3 | 3 | 23 | 41 |
| Total Working Papers | 0 | 0 | 4 | 257 | 10 | 12 | 113 | 545 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Descriptive Study of High-Frequency Trade and Quote Option Data* | 0 | 1 | 3 | 9 | 2 | 55 | 69 | 84 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 2 | 24 | 1 | 2 | 13 | 80 |
| A new method for generating random correlation matrices | 0 | 0 | 2 | 4 | 0 | 0 | 17 | 24 |
| Local mispricing and microstructural noise: A parametric perspective | 3 | 3 | 4 | 10 | 4 | 7 | 31 | 48 |
| Total Journal Articles | 3 | 4 | 11 | 47 | 7 | 64 | 130 | 236 |
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